Concepedia
Statistics
Publications
33
Citations
996
H-Index
19
Active since
1999
Affiliations
University of Kent(Current)
University of Sussex
Ecole des Hautes Etudes Commerciales du Nord
Yale University
City, University of London
Radu Tunaru is an author at University of Kent specializing in finance, business, and economics.
Top concepts
FinanceBusinessEconomicsStatisticsAsset PricingRisk ManagementFinancial EconomicsManagementFinancial EngineeringFinancial Risk Management
Publications per year
1999–2023
Hierarchical Bayesian Models for Multiple Count Data
Radu Tunaru · SHILAP Revista de lepidopterología · 2016 · 105 citations · Full text
Bayesian Statistic, Multiple Response Models, Engineering +16
The credit rating process and estimation of transition probabilities: A Bayesian approach
Cătălina Ştefănescu, Radu Tunaru, Stuart M. Turnbull · Journal of Empirical Finance · 2008 · 74 citations
Bayesian Statistics, Economics, Financial Risk Management +12
Risk spillovers and interconnectedness between systemically important institutions
Alin Marius Andrieş, Steven Ongena, Nicu Sprincean et al. · Journal of Financial Stability · 2021 · 66 citations · Full text
Risk Spillovers, Financial Institutions, Global Financial System +18
Property Derivatives for Managing European Real‐Estate Risk
Frank J. Fabozzi, Robert J. Shiller, Radu Tunaru · European Financial Management · 2009 · 58 citations
Economics, Property Evaluation, Asset Pricing +14
Coherent risk measures under filtered historical simulation
Kostas Giannopoulos, Radu Tunaru · Journal of Banking & Finance · 2004 · 57 citations
Engineering, Uncertainty Modeling, Uncertainty Quantification +5
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